Complex systems and particle filtering

Mónica F. Bugallo; Petar M. Djurić

doi:10.1109/ACSSC.2008.5074602

Complex systems and particle filtering

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

5 Scopus citations

Abstract

In this paper we address the problem of applying particle filtering to complex systems. In general, we consider complex systems as ones with nonlinearities and high dimensionality of the state space. We examine strategies for filtering where the state space is partitioned into subspaces and where each subspace is explored by its own particle filter. These particle filters are interconnected and communicate essential information that is necessary for accurate operation of the particle filters. We demonstrate the proposed approach on a simulated complex system.

Original language	English
Title of host publication	2008 42nd Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2008
Pages	1183-1187
Number of pages	5
DOIs	https://doi.org/10.1109/ACSSC.2008.5074602
State	Published - 2008
Event	2008 42nd Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2008 - Pacific Grove, CA, United States Duration: Oct 26 2008 → Oct 29 2008

Publication series

Name	Conference Record - Asilomar Conference on Signals, Systems and Computers
ISSN (Print)	1058-6393

Conference

Conference	2008 42nd Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2008
Country/Territory	United States
City	Pacific Grove, CA
Period	10/26/08 → 10/29/08

Keywords

Dynamic systems
Filtering
Recursive estimation

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10.1109/ACSSC.2008.5074602

Cite this

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title = "Complex systems and particle filtering",

abstract = "In this paper we address the problem of applying particle filtering to complex systems. In general, we consider complex systems as ones with nonlinearities and high dimensionality of the state space. We examine strategies for filtering where the state space is partitioned into subspaces and where each subspace is explored by its own particle filter. These particle filters are interconnected and communicate essential information that is necessary for accurate operation of the particle filters. We demonstrate the proposed approach on a simulated complex system.",

keywords = "Dynamic systems, Filtering, Recursive estimation",

author = "Bugallo, \{M{\'o}nica F.\} and Djuri{\'c}, \{Petar M.\}",

year = "2008",

doi = "10.1109/ACSSC.2008.5074602",

language = "English",

isbn = "9781424429417",

series = "Conference Record - Asilomar Conference on Signals, Systems and Computers",

pages = "1183--1187",

booktitle = "2008 42nd Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2008",

note = "2008 42nd Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2008 ; Conference date: 26-10-2008 Through 29-10-2008",

}

Bugallo, MF & Djurić, PM 2008, Complex systems and particle filtering. in 2008 42nd Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2008., 5074602, Conference Record - Asilomar Conference on Signals, Systems and Computers, pp. 1183-1187, 2008 42nd Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2008, Pacific Grove, CA, United States, 10/26/08. https://doi.org/10.1109/ACSSC.2008.5074602

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AU - Bugallo, Mónica F.

AU - Djurić, Petar M.

PY - 2008

Y1 - 2008

N2 - In this paper we address the problem of applying particle filtering to complex systems. In general, we consider complex systems as ones with nonlinearities and high dimensionality of the state space. We examine strategies for filtering where the state space is partitioned into subspaces and where each subspace is explored by its own particle filter. These particle filters are interconnected and communicate essential information that is necessary for accurate operation of the particle filters. We demonstrate the proposed approach on a simulated complex system.

AB - In this paper we address the problem of applying particle filtering to complex systems. In general, we consider complex systems as ones with nonlinearities and high dimensionality of the state space. We examine strategies for filtering where the state space is partitioned into subspaces and where each subspace is explored by its own particle filter. These particle filters are interconnected and communicate essential information that is necessary for accurate operation of the particle filters. We demonstrate the proposed approach on a simulated complex system.

KW - Dynamic systems

KW - Filtering

KW - Recursive estimation

UR - https://www.scopus.com/pages/publications/70349690188

U2 - 10.1109/ACSSC.2008.5074602

DO - 10.1109/ACSSC.2008.5074602

M3 - Conference contribution

AN - SCOPUS:70349690188

SN - 9781424429417

T3 - Conference Record - Asilomar Conference on Signals, Systems and Computers

SP - 1183

EP - 1187

BT - 2008 42nd Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2008

T2 - 2008 42nd Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2008

Y2 - 26 October 2008 through 29 October 2008

ER -

Complex systems and particle filtering

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Keywords

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